-73.8%
JBLU vs DD
+66.6%
-140.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -5.0% | -3.5% | -1.5% | -2.5% |
| 30D | -23.9% | -11.7% | -12.2% | -16.8% |
| 3M | -11.6% | -9.2% | -2.4% | -5.4% |
| 6M | -0.2% | -7.2% | +7.0% | +5.2% |
| YTD | -3.3% | +6.6% | -9.9% | -7.6% |
| 1Y | -15.4% | +32.0% | -47.4% | -31.1% |
| 3Y | -14.7% | +42.1% | -56.9% | -34.8% |
| 5Y | -70.0% | +58.1% | -128.1% | -78.8% |
| All | -73.8% | +66.6% | -140.4% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling